-7.8%
IEF vs IVZ
+36.0%
-43.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.2% |
| 7D | -2.0% | +7.6% | -9.6% | -2.1% |
| 30D | +0.7% | +4.3% | -3.6% | +0.6% |
| 3M | -2.5% | -9.3% | +6.9% | -2.3% |
| 6M | -2.6% | +5.2% | -7.8% | -2.7% |
| YTD | -3.2% | +13.4% | -16.6% | -3.6% |
| 1Y | -3.0% | +25.4% | -28.4% | -3.6% |
| 3Y | +10.5% | +152.5% | -142.0% | +7.7% |
| All | -7.8% | +36.0% | -43.8% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IVZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling